What version of GP are you using. Assuming that you are in GP10 or GP2010, I am attaching this document below. Hope it helps:
You will want to make sure they have access through one of their security roles to a task set up to access integration manager.
Tools>>Setup>>System>>Security Tasks.
Enter a new Task ID, Name, and Description.
Select Product: Microsoft Dynamics GP,
Type: Microsoft Dynamics GP Import,
and Series: Integration Site Enabler.
Mark the Integration Site Enabled in the access list.
You can then assign this task to an existing role or create a new role under Tools>>Setup>>System>>Security Roles,
then assign roles to user under Tools>>Setup>>System>>User Security.